1231 lines
45 KiB
Python
1231 lines
45 KiB
Python
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# encoding: UTF-8
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structDict = {}
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#心跳包
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DFITCTimeOutField = {}
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DFITCTimeOutField["lRequestID"] = "long"
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structDict['DFITCTimeOutField'] = DFITCTimeOutField
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#请求报单数据类型(基本报单)
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DFITCInsertOrderField = {}
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DFITCInsertOrderField["accountID"] = "string"
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DFITCInsertOrderField["localOrderID"] = "long"
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DFITCInsertOrderField["instrumentID"] = "string"
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DFITCInsertOrderField["insertPrice"] = "float"
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DFITCInsertOrderField["orderAmount"] = "long"
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DFITCInsertOrderField["buySellType"] = "short"
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DFITCInsertOrderField["openCloseType"] = "int"
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DFITCInsertOrderField["speculator"] = "int"
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DFITCInsertOrderField["insertType"] = "int"
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DFITCInsertOrderField["orderType"] = "int"
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DFITCInsertOrderField["orderProperty"] = "char"
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DFITCInsertOrderField["instrumentType"] = "int"
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DFITCInsertOrderField["minMatchAmount"] = "long"
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DFITCInsertOrderField["reservedType2"] = "int"
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DFITCInsertOrderField["lRequestID"] = "long"
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DFITCInsertOrderField["customCategory"] = "string"
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DFITCInsertOrderField["profitLossPrice"] = "float"
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structDict['DFITCInsertOrderField'] = DFITCInsertOrderField
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#撤单数据类型
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DFITCCancelOrderField = {}
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DFITCCancelOrderField["accountID"] = "string"
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DFITCCancelOrderField["spdOrderID"] = "long"
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DFITCCancelOrderField["localOrderID"] = "long"
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DFITCCancelOrderField["instrumentID"] = "string"
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DFITCCancelOrderField["lRequestID"] = "long"
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structDict['DFITCCancelOrderField'] = DFITCCancelOrderField
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#委托响应类型
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DFITCOrderRspDataRtnField = {}
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DFITCOrderRspDataRtnField["localOrderID"] = "long"
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DFITCOrderRspDataRtnField["spdOrderID"] = "long"
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DFITCOrderRspDataRtnField["orderStatus"] = "short"
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DFITCOrderRspDataRtnField["lRequestID"] = "long"
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DFITCOrderRspDataRtnField["fee"] = "float"
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DFITCOrderRspDataRtnField["margin"] = "float"
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DFITCOrderRspDataRtnField["customCategory"] = "string"
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DFITCOrderRspDataRtnField["accountID"] = "string"
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DFITCOrderRspDataRtnField["instrumentID"] = "string"
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DFITCOrderRspDataRtnField["sessionID"] = "long"
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DFITCOrderRspDataRtnField["exchangeID"] = "string"
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DFITCOrderRspDataRtnField["buySellType"] = "short"
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DFITCOrderRspDataRtnField["openCloseType"] = "int"
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DFITCOrderRspDataRtnField["instrumentType"] = "int"
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DFITCOrderRspDataRtnField["speculator"] = "int"
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DFITCOrderRspDataRtnField["insertPrice"] = "float"
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DFITCOrderRspDataRtnField["profitLossPrice"] = "float"
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DFITCOrderRspDataRtnField["minMatchAmount"] = "long"
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DFITCOrderRspDataRtnField["orderAmount"] = "long"
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DFITCOrderRspDataRtnField["insertType"] = "int"
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DFITCOrderRspDataRtnField["orderType"] = "int"
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DFITCOrderRspDataRtnField["orderProperty"] = "char"
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DFITCOrderRspDataRtnField["clientID"] = "string"
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structDict['DFITCOrderRspDataRtnField'] = DFITCOrderRspDataRtnField
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#查询资金数据类型
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DFITCCapitalField = {}
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DFITCCapitalField["lRequestID"] = "long"
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DFITCCapitalField["accountID"] = "string"
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structDict['DFITCCapitalField'] = DFITCCapitalField
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#查询持仓数据类型
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DFITCPositionField = {}
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DFITCPositionField["lRequestID"] = "long"
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DFITCPositionField["accountID"] = "string"
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DFITCPositionField["instrumentID"] = "string"
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DFITCPositionField["instrumentType"] = "int"
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structDict['DFITCPositionField'] = DFITCPositionField
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#交易所合约
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DFITCExchangeInstrumentField = {}
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DFITCExchangeInstrumentField["lRequestID"] = "long"
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DFITCExchangeInstrumentField["accountID"] = "string"
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DFITCExchangeInstrumentField["exchangeID"] = "string"
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DFITCExchangeInstrumentField["instrumentType"] = "int"
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structDict['DFITCExchangeInstrumentField'] = DFITCExchangeInstrumentField
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#用户登录数据类型
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DFITCUserLoginField = {}
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DFITCUserLoginField["lRequestID"] = "long"
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DFITCUserLoginField["accountID"] = "string"
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DFITCUserLoginField["passwd"] = "string"
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DFITCUserLoginField["companyID"] = "short"
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structDict['DFITCUserLoginField'] = DFITCUserLoginField
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#用户退出类型
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DFITCUserLogoutField = {}
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DFITCUserLogoutField["lRequestID"] = "long"
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DFITCUserLogoutField["accountID"] = "string"
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DFITCUserLogoutField["sessionID"] = "long"
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structDict['DFITCUserLogoutField'] = DFITCUserLogoutField
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#委托回报
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DFITCOrderRtnField = {}
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DFITCOrderRtnField["localOrderID"] = "long"
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DFITCOrderRtnField["spdOrderID"] = "long"
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DFITCOrderRtnField["OrderSysID"] = "string"
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DFITCOrderRtnField["orderStatus"] = "short"
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DFITCOrderRtnField["sessionID"] = "long"
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DFITCOrderRtnField["SuspendTime"] = "string"
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DFITCOrderRtnField["instrumentID"] = "string"
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DFITCOrderRtnField["exchangeID"] = "string"
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DFITCOrderRtnField["buySellType"] = "short"
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DFITCOrderRtnField["openCloseType"] = "int"
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DFITCOrderRtnField["instrumentType"] = "int"
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DFITCOrderRtnField["speculator"] = "int"
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DFITCOrderRtnField["insertPrice"] = "float"
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DFITCOrderRtnField["profitLossPrice"] = "float"
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DFITCOrderRtnField["accountID"] = "string"
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DFITCOrderRtnField["cancelAmount"] = "long"
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DFITCOrderRtnField["orderAmount"] = "long"
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DFITCOrderRtnField["insertType"] = "int"
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DFITCOrderRtnField["orderType"] = "int"
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DFITCOrderRtnField["extSpdOrderID"] = "long"
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DFITCOrderRtnField["reservedType2"] = "int"
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DFITCOrderRtnField["customCategory"] = "string"
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DFITCOrderRtnField["orderProperty"] = "char"
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DFITCOrderRtnField["minMatchAmount"] = "long"
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DFITCOrderRtnField["clientID"] = "string"
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DFITCOrderRtnField["statusMsg"] = "string"
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structDict['DFITCOrderRtnField'] = DFITCOrderRtnField
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#成交回报
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DFITCMatchRtnField = {}
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DFITCMatchRtnField["localOrderID"] = "long"
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DFITCMatchRtnField["OrderSysID"] = "string"
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DFITCMatchRtnField["matchID"] = "string"
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DFITCMatchRtnField["instrumentID"] = "string"
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DFITCMatchRtnField["buySellType"] = "short"
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DFITCMatchRtnField["openCloseType"] = "int"
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DFITCMatchRtnField["matchedPrice"] = "float"
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DFITCMatchRtnField["orderAmount"] = "long"
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DFITCMatchRtnField["matchedAmount"] = "long"
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DFITCMatchRtnField["matchedTime"] = "string"
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DFITCMatchRtnField["insertPrice"] = "float"
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DFITCMatchRtnField["spdOrderID"] = "long"
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DFITCMatchRtnField["matchType"] = "long"
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DFITCMatchRtnField["speculator"] = "int"
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DFITCMatchRtnField["exchangeID"] = "string"
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DFITCMatchRtnField["fee"] = "float"
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DFITCMatchRtnField["sessionID"] = "long"
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DFITCMatchRtnField["instrumentType"] = "int"
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DFITCMatchRtnField["accountID"] = "string"
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DFITCMatchRtnField["orderStatus"] = "short"
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DFITCMatchRtnField["margin"] = "float"
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DFITCMatchRtnField["frozenCapita"] = "float"
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DFITCMatchRtnField["adjustmentInfo"] = "string"
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DFITCMatchRtnField["customCategory"] = "string"
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DFITCMatchRtnField["turnover"] = "float"
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DFITCMatchRtnField["orderType"] = "int"
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DFITCMatchRtnField["insertType"] = "int"
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DFITCMatchRtnField["clientID"] = "string"
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structDict['DFITCMatchRtnField'] = DFITCMatchRtnField
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#撤单回报
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DFITCOrderCanceledRtnField = {}
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DFITCOrderCanceledRtnField["localOrderID"] = "long"
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DFITCOrderCanceledRtnField["OrderSysID"] = "string"
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DFITCOrderCanceledRtnField["instrumentID"] = "string"
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DFITCOrderCanceledRtnField["insertPrice"] = "float"
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DFITCOrderCanceledRtnField["buySellType"] = "short"
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DFITCOrderCanceledRtnField["openCloseType"] = "int"
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DFITCOrderCanceledRtnField["cancelAmount"] = "long"
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DFITCOrderCanceledRtnField["spdOrderID"] = "long"
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DFITCOrderCanceledRtnField["speculator"] = "int"
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DFITCOrderCanceledRtnField["exchangeID"] = "string"
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DFITCOrderCanceledRtnField["canceledTime"] = "string"
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DFITCOrderCanceledRtnField["sessionID"] = "long"
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DFITCOrderCanceledRtnField["orderStatus"] = "short"
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DFITCOrderCanceledRtnField["instrumentType"] = "int"
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DFITCOrderCanceledRtnField["accountID"] = "string"
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DFITCOrderCanceledRtnField["orderAmount"] = "long"
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DFITCOrderCanceledRtnField["margin"] = "float"
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DFITCOrderCanceledRtnField["fee"] = "float"
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DFITCOrderCanceledRtnField["customCategory"] = "string"
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DFITCOrderCanceledRtnField["profitLossPrice"] = "float"
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DFITCOrderCanceledRtnField["minMatchAmount"] = "long"
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DFITCOrderCanceledRtnField["insertType"] = "int"
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DFITCOrderCanceledRtnField["clientID"] = "string"
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DFITCOrderCanceledRtnField["statusMsg"] = "string"
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DFITCOrderCanceledRtnField["orderProperty"] = "char"
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structDict['DFITCOrderCanceledRtnField'] = DFITCOrderCanceledRtnField
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#错误信息
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DFITCErrorRtnField = {}
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DFITCErrorRtnField["requestID"] = "long"
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DFITCErrorRtnField["sessionID"] = "long"
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DFITCErrorRtnField["accountID"] = "string"
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DFITCErrorRtnField["nErrorID"] = "int"
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DFITCErrorRtnField["spdOrderID"] = "long"
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DFITCErrorRtnField["localOrderID"] = "long"
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DFITCErrorRtnField["errorMsg"] = "string"
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DFITCErrorRtnField["instrumentID"] = "string"
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structDict['DFITCErrorRtnField'] = DFITCErrorRtnField
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#返回资金信息
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DFITCCapitalInfoRtnField = {}
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DFITCCapitalInfoRtnField["requestID"] = "long"
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DFITCCapitalInfoRtnField["accountID"] = "string"
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DFITCCapitalInfoRtnField["preEquity"] = "float"
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DFITCCapitalInfoRtnField["todayEquity"] = "float"
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DFITCCapitalInfoRtnField["closeProfitLoss"] = "float"
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DFITCCapitalInfoRtnField["positionProfitLoss"] = "float"
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DFITCCapitalInfoRtnField["frozenMargin"] = "float"
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DFITCCapitalInfoRtnField["margin"] = "float"
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DFITCCapitalInfoRtnField["fee"] = "float"
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DFITCCapitalInfoRtnField["available"] = "float"
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DFITCCapitalInfoRtnField["withdraw"] = "float"
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DFITCCapitalInfoRtnField["riskDegree"] = "float"
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DFITCCapitalInfoRtnField["todayPremiumIncome"] = "float"
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DFITCCapitalInfoRtnField["todayPremiumPay"] = "float"
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DFITCCapitalInfoRtnField["yesterdayPremium"] = "float"
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DFITCCapitalInfoRtnField["optMarketValue"] = "float"
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DFITCCapitalInfoRtnField["floatProfitLoss"] = "float"
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DFITCCapitalInfoRtnField["totFundOut"] = "float"
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DFITCCapitalInfoRtnField["totFundIn"] = "float"
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structDict['DFITCCapitalInfoRtnField'] = DFITCCapitalInfoRtnField
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#返回持仓信息
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DFITCPositionInfoRtnField = {}
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DFITCPositionInfoRtnField["lRequestID"] = "long"
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DFITCPositionInfoRtnField["accountID"] = "string"
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DFITCPositionInfoRtnField["exchangeID"] = "string"
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DFITCPositionInfoRtnField["instrumentID"] = "string"
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DFITCPositionInfoRtnField["buySellType"] = "short"
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DFITCPositionInfoRtnField["openAvgPrice"] = "float"
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DFITCPositionInfoRtnField["positionAvgPrice"] = "float"
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DFITCPositionInfoRtnField["positionAmount"] = "long"
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DFITCPositionInfoRtnField["totalAvaiAmount"] = "long"
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DFITCPositionInfoRtnField["todayAvaiAmount"] = "long"
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DFITCPositionInfoRtnField["lastAvaiAmount"] = "long"
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DFITCPositionInfoRtnField["todayAmount"] = "long"
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DFITCPositionInfoRtnField["lastAmount"] = "long"
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DFITCPositionInfoRtnField["tradingAmount"] = "long"
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DFITCPositionInfoRtnField["datePositionProfitLoss"] = "float"
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DFITCPositionInfoRtnField["dateCloseProfitLoss"] = "float"
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DFITCPositionInfoRtnField["dPremium"] = "float"
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DFITCPositionInfoRtnField["floatProfitLoss"] = "float"
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DFITCPositionInfoRtnField["dMargin"] = "float"
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DFITCPositionInfoRtnField["speculator"] = "int"
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DFITCPositionInfoRtnField["clientID"] = "string"
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DFITCPositionInfoRtnField["preSettlementPrice"] = "float"
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DFITCPositionInfoRtnField["instrumentType"] = "int"
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DFITCPositionInfoRtnField["yesterdayTradingAmount"] = "long"
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structDict['DFITCPositionInfoRtnField'] = DFITCPositionInfoRtnField
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#用户登录返回信息
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DFITCUserLoginInfoRtnField = {}
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DFITCUserLoginInfoRtnField["lRequestID"] = "long"
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DFITCUserLoginInfoRtnField["accountID"] = "string"
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DFITCUserLoginInfoRtnField["loginResult"] = "int"
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DFITCUserLoginInfoRtnField["initLocalOrderID"] = "long"
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DFITCUserLoginInfoRtnField["sessionID"] = "long"
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DFITCUserLoginInfoRtnField["nErrorID"] = "int"
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DFITCUserLoginInfoRtnField["errorMsg"] = "string"
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DFITCUserLoginInfoRtnField["DCEtime"] = "string"
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DFITCUserLoginInfoRtnField["SHFETime"] = "string"
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DFITCUserLoginInfoRtnField["CFFEXTime"] = "string"
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DFITCUserLoginInfoRtnField["CZCETime"] = "string"
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DFITCUserLoginInfoRtnField["INETime"] = "string"
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structDict['DFITCUserLoginInfoRtnField'] = DFITCUserLoginInfoRtnField
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#用户退出返回信息
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DFITCUserLogoutInfoRtnField = {}
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DFITCUserLogoutInfoRtnField["lRequestID"] = "long"
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DFITCUserLogoutInfoRtnField["accountID"] = "string"
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DFITCUserLogoutInfoRtnField["logoutResult"] = "int"
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DFITCUserLogoutInfoRtnField["nErrorID"] = "int"
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DFITCUserLogoutInfoRtnField["errorMsg"] = "string"
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structDict['DFITCUserLogoutInfoRtnField'] = DFITCUserLogoutInfoRtnField
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#套利合约查询
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DFITCAbiInstrumentField = {}
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DFITCAbiInstrumentField["lRequestID"] = "long"
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DFITCAbiInstrumentField["accountID"] = "string"
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DFITCAbiInstrumentField["exchangeID"] = "string"
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structDict['DFITCAbiInstrumentField'] = DFITCAbiInstrumentField
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#套利合约返回信息
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DFITCAbiInstrumentRtnField = {}
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DFITCAbiInstrumentRtnField["lRequestID"] = "long"
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DFITCAbiInstrumentRtnField["exchangeID"] = "string"
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DFITCAbiInstrumentRtnField["InstrumentID"] = "string"
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DFITCAbiInstrumentRtnField["instrumentName"] = "string"
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structDict['DFITCAbiInstrumentRtnField'] = DFITCAbiInstrumentRtnField
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#指定的合约
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||
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DFITCSpecificInstrumentField = {}
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DFITCSpecificInstrumentField["lRequestID"] = "long"
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DFITCSpecificInstrumentField["accountID"] = "string"
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DFITCSpecificInstrumentField["InstrumentID"] = "string"
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DFITCSpecificInstrumentField["exchangeID"] = "string"
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DFITCSpecificInstrumentField["instrumentType"] = "int"
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structDict['DFITCSpecificInstrumentField'] = DFITCSpecificInstrumentField
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||
|
#指定的合约信息
|
||
|
DFITCSpecificInstrumentFieldEX = {}
|
||
|
DFITCSpecificInstrumentFieldEX["lRequestID"] = "long"
|
||
|
DFITCSpecificInstrumentFieldEX["accountID"] = "string"
|
||
|
DFITCSpecificInstrumentFieldEX["FunctionID"] = "string"
|
||
|
DFITCSpecificInstrumentFieldEX["InstrumentID"] = "string"
|
||
|
DFITCSpecificInstrumentFieldEX["exchangeID"] = "string"
|
||
|
DFITCSpecificInstrumentFieldEX["instrumentType"] = "int"
|
||
|
structDict['DFITCSpecificInstrumentFieldEX'] = DFITCSpecificInstrumentFieldEX
|
||
|
|
||
|
|
||
|
|
||
|
#行情订阅返回信息
|
||
|
DFITCActiveContractField = {}
|
||
|
DFITCActiveContractField["lRequestID"] = "long"
|
||
|
DFITCActiveContractField["activeContract"] = "string"
|
||
|
structDict['DFITCActiveContractField'] = DFITCActiveContractField
|
||
|
|
||
|
|
||
|
|
||
|
#交易所合约返回信息
|
||
|
DFITCExchangeInstrumentRtnField = {}
|
||
|
DFITCExchangeInstrumentRtnField["lRequestID"] = "long"
|
||
|
DFITCExchangeInstrumentRtnField["exchangeID"] = "string"
|
||
|
DFITCExchangeInstrumentRtnField["instrumentID"] = "string"
|
||
|
DFITCExchangeInstrumentRtnField["VarietyName"] = "string"
|
||
|
DFITCExchangeInstrumentRtnField["instrumentType"] = "int"
|
||
|
DFITCExchangeInstrumentRtnField["orderTopLimit"] = "long"
|
||
|
DFITCExchangeInstrumentRtnField["mktOrderTopLimit"] = "long"
|
||
|
DFITCExchangeInstrumentRtnField["contractMultiplier"] = "float"
|
||
|
DFITCExchangeInstrumentRtnField["minPriceFluctuation"] = "float"
|
||
|
DFITCExchangeInstrumentRtnField["instrumentMaturity"] = "string"
|
||
|
DFITCExchangeInstrumentRtnField["upperLimitPrice"] = "float"
|
||
|
DFITCExchangeInstrumentRtnField["lowerLimitPrice"] = "float"
|
||
|
DFITCExchangeInstrumentRtnField["preClosePrice"] = "float"
|
||
|
DFITCExchangeInstrumentRtnField["preSettlementPrice"] = "float"
|
||
|
DFITCExchangeInstrumentRtnField["settlementPrice"] = "float"
|
||
|
DFITCExchangeInstrumentRtnField["preOpenInterest"] = "long"
|
||
|
DFITCExchangeInstrumentRtnField["instrumentPrefix"] = "string"
|
||
|
DFITCExchangeInstrumentRtnField["instrumentExpiration"] = "string"
|
||
|
DFITCExchangeInstrumentRtnField["underlying"] = "string"
|
||
|
DFITCExchangeInstrumentRtnField["optionType"] = "int"
|
||
|
DFITCExchangeInstrumentRtnField["strikePrice"] = "float"
|
||
|
DFITCExchangeInstrumentRtnField["exchangeRiskDegree"] = "float"
|
||
|
DFITCExchangeInstrumentRtnField["minMargin"] = "float"
|
||
|
DFITCExchangeInstrumentRtnField["tradeSize"] = "long"
|
||
|
structDict['DFITCExchangeInstrumentRtnField'] = DFITCExchangeInstrumentRtnField
|
||
|
|
||
|
|
||
|
|
||
|
#委托查询数据结构
|
||
|
DFITCOrderField = {}
|
||
|
DFITCOrderField["lRequestID"] = "long"
|
||
|
DFITCOrderField["accountID"] = "string"
|
||
|
DFITCOrderField["instrumentType"] = "int"
|
||
|
DFITCOrderField["customCategory"] = "string"
|
||
|
DFITCOrderField["orderStatus"] = "short"
|
||
|
DFITCOrderField["orderType"] = "int"
|
||
|
DFITCOrderField["spdOrderID"] = "long"
|
||
|
DFITCOrderField["localOrderID"] = "long"
|
||
|
DFITCOrderField["instrumentID"] = "string"
|
||
|
structDict['DFITCOrderField'] = DFITCOrderField
|
||
|
|
||
|
|
||
|
|
||
|
#成交查询数据结构
|
||
|
DFITCMatchField = {}
|
||
|
DFITCMatchField["lRequestID"] = "long"
|
||
|
DFITCMatchField["accountID"] = "string"
|
||
|
DFITCMatchField["instrumentType"] = "int"
|
||
|
DFITCMatchField["customCategory"] = "string"
|
||
|
DFITCMatchField["orderType"] = "int"
|
||
|
DFITCMatchField["spdOrderID"] = "long"
|
||
|
DFITCMatchField["instrumentID"] = "string"
|
||
|
structDict['DFITCMatchField'] = DFITCMatchField
|
||
|
|
||
|
|
||
|
|
||
|
#委托查询响应数据结构
|
||
|
DFITCOrderCommRtnField = {}
|
||
|
DFITCOrderCommRtnField["lRequestID"] = "long"
|
||
|
DFITCOrderCommRtnField["spdOrderID"] = "long"
|
||
|
DFITCOrderCommRtnField["orderStatus"] = "short"
|
||
|
DFITCOrderCommRtnField["instrumentID"] = "string"
|
||
|
DFITCOrderCommRtnField["buySellType"] = "short"
|
||
|
DFITCOrderCommRtnField["openClose"] = "int"
|
||
|
DFITCOrderCommRtnField["insertPrice"] = "float"
|
||
|
DFITCOrderCommRtnField["orderAmount"] = "long"
|
||
|
DFITCOrderCommRtnField["matchedPrice"] = "float"
|
||
|
DFITCOrderCommRtnField["matchedAmount"] = "long"
|
||
|
DFITCOrderCommRtnField["cancelAmount"] = "long"
|
||
|
DFITCOrderCommRtnField["insertType"] = "int"
|
||
|
DFITCOrderCommRtnField["speculator"] = "int"
|
||
|
DFITCOrderCommRtnField["commTime"] = "string"
|
||
|
DFITCOrderCommRtnField["submitTime"] = "string"
|
||
|
DFITCOrderCommRtnField["clientID"] = "string"
|
||
|
DFITCOrderCommRtnField["exchangeID"] = "string"
|
||
|
DFITCOrderCommRtnField["operStation"] = "string"
|
||
|
DFITCOrderCommRtnField["accountID"] = "string"
|
||
|
DFITCOrderCommRtnField["instrumentType"] = "int"
|
||
|
DFITCOrderCommRtnField["sessionId"] = "long"
|
||
|
DFITCOrderCommRtnField["reservedType2"] = "int"
|
||
|
DFITCOrderCommRtnField["OrderSysID"] = "string"
|
||
|
DFITCOrderCommRtnField["customCategory"] = "string"
|
||
|
DFITCOrderCommRtnField["margin"] = "float"
|
||
|
DFITCOrderCommRtnField["fee"] = "float"
|
||
|
DFITCOrderCommRtnField["localOrderID"] = "long"
|
||
|
DFITCOrderCommRtnField["profitLossPrice"] = "float"
|
||
|
DFITCOrderCommRtnField["orderType"] = "int"
|
||
|
DFITCOrderCommRtnField["orderProperty"] = "char"
|
||
|
structDict['DFITCOrderCommRtnField'] = DFITCOrderCommRtnField
|
||
|
|
||
|
|
||
|
|
||
|
#成交查询数据响应
|
||
|
DFITCMatchedRtnField = {}
|
||
|
DFITCMatchedRtnField["lRequestID"] = "long"
|
||
|
DFITCMatchedRtnField["spdOrderID"] = "long"
|
||
|
DFITCMatchedRtnField["accountID"] = "string"
|
||
|
DFITCMatchedRtnField["exchangeID"] = "string"
|
||
|
DFITCMatchedRtnField["instrumentID"] = "string"
|
||
|
DFITCMatchedRtnField["buySellType"] = "short"
|
||
|
DFITCMatchedRtnField["openClose"] = "int"
|
||
|
DFITCMatchedRtnField["matchedPrice"] = "float"
|
||
|
DFITCMatchedRtnField["matchedAmount"] = "long"
|
||
|
DFITCMatchedRtnField["matchedMort"] = "float"
|
||
|
DFITCMatchedRtnField["speculator"] = "int"
|
||
|
DFITCMatchedRtnField["matchedTime"] = "string"
|
||
|
DFITCMatchedRtnField["matchedID"] = "string"
|
||
|
DFITCMatchedRtnField["localOrderID"] = "long"
|
||
|
DFITCMatchedRtnField["clientID"] = "string"
|
||
|
DFITCMatchedRtnField["matchType"] = "long"
|
||
|
DFITCMatchedRtnField["instrumentType"] = "int"
|
||
|
DFITCMatchedRtnField["sessionId"] = "long"
|
||
|
DFITCMatchedRtnField["reservedType2"] = "int"
|
||
|
DFITCMatchedRtnField["customCategory"] = "string"
|
||
|
DFITCMatchedRtnField["fee"] = "float"
|
||
|
DFITCMatchedRtnField["orderType"] = "int"
|
||
|
DFITCMatchedRtnField["OrderSysID"] = "string"
|
||
|
structDict['DFITCMatchedRtnField'] = DFITCMatchedRtnField
|
||
|
|
||
|
|
||
|
|
||
|
#返回合约信息数据结构
|
||
|
DFITCInstrumentRtnField = {}
|
||
|
DFITCInstrumentRtnField["lRequestID"] = "long"
|
||
|
DFITCInstrumentRtnField["instrumentID"] = "string"
|
||
|
DFITCInstrumentRtnField["longMarginRatio"] = "float"
|
||
|
DFITCInstrumentRtnField["shortMarginRatio"] = "float"
|
||
|
DFITCInstrumentRtnField["longMarginRatioByVolume"] = "float"
|
||
|
DFITCInstrumentRtnField["shortMarginRatioByVolume"] = "float"
|
||
|
DFITCInstrumentRtnField["openFeeVolRatio"] = "float"
|
||
|
DFITCInstrumentRtnField["closeFeeVolRatio"] = "float"
|
||
|
DFITCInstrumentRtnField["closeTodayFeeVolRatio"] = "float"
|
||
|
DFITCInstrumentRtnField["openFeeAmtRatio"] = "float"
|
||
|
DFITCInstrumentRtnField["closeFeeAmtRatio"] = "float"
|
||
|
DFITCInstrumentRtnField["closeTodayFeeAmtRatio"] = "float"
|
||
|
DFITCInstrumentRtnField["orderTopLimit"] = "long"
|
||
|
DFITCInstrumentRtnField["contractMultiplier"] = "float"
|
||
|
DFITCInstrumentRtnField["minimumPriceChange"] = "float"
|
||
|
DFITCInstrumentRtnField["instrumentType"] = "int"
|
||
|
DFITCInstrumentRtnField["instrumentMaturity"] = "string"
|
||
|
DFITCInstrumentRtnField["computeMode"] = "int"
|
||
|
DFITCInstrumentRtnField["atMoneyNorm"] = "float"
|
||
|
DFITCInstrumentRtnField["upperLimitPrice"] = "float"
|
||
|
DFITCInstrumentRtnField["lowerLimitPrice"] = "float"
|
||
|
DFITCInstrumentRtnField["preClosePrice"] = "float"
|
||
|
DFITCInstrumentRtnField["preSettlementPrice"] = "float"
|
||
|
DFITCInstrumentRtnField["settlementPrice"] = "float"
|
||
|
DFITCInstrumentRtnField["preOpenInterest"] = "long"
|
||
|
DFITCInstrumentRtnField["optExecRatio"] = "float"
|
||
|
DFITCInstrumentRtnField["optExecRatioPerVol"] = "float"
|
||
|
structDict['DFITCInstrumentRtnField'] = DFITCInstrumentRtnField
|
||
|
|
||
|
|
||
|
|
||
|
#深度行情
|
||
|
DFITCDepthMarketDataField = {}
|
||
|
DFITCDepthMarketDataField["tradingDay"] = "string"
|
||
|
DFITCDepthMarketDataField["instrumentID"] = "string"
|
||
|
DFITCDepthMarketDataField["exchangeID"] = "string"
|
||
|
DFITCDepthMarketDataField["exchangeInstID"] = "string"
|
||
|
DFITCDepthMarketDataField["lastPrice"] = "float"
|
||
|
DFITCDepthMarketDataField["preSettlementPrice"] = "float"
|
||
|
DFITCDepthMarketDataField["preClosePrice"] = "float"
|
||
|
DFITCDepthMarketDataField["preOpenInterest"] = "long"
|
||
|
DFITCDepthMarketDataField["openPrice"] = "float"
|
||
|
DFITCDepthMarketDataField["highestPrice"] = "float"
|
||
|
DFITCDepthMarketDataField["lowestPrice"] = "float"
|
||
|
DFITCDepthMarketDataField["Volume"] = "long"
|
||
|
DFITCDepthMarketDataField["turnover"] = "float"
|
||
|
DFITCDepthMarketDataField["openInterest"] = "long"
|
||
|
DFITCDepthMarketDataField["closePrice"] = "float"
|
||
|
DFITCDepthMarketDataField["settlementPrice"] = "float"
|
||
|
DFITCDepthMarketDataField["upperLimitPrice"] = "float"
|
||
|
DFITCDepthMarketDataField["lowerLimitPrice"] = "float"
|
||
|
DFITCDepthMarketDataField["preDelta"] = "float"
|
||
|
DFITCDepthMarketDataField["currDelta"] = "float"
|
||
|
DFITCDepthMarketDataField["UpdateTime"] = "string"
|
||
|
DFITCDepthMarketDataField["UpdateMillisec"] = "int"
|
||
|
DFITCDepthMarketDataField["BidPrice1"] = "float"
|
||
|
DFITCDepthMarketDataField["BidVolume1"] = "int"
|
||
|
DFITCDepthMarketDataField["AskPrice1"] = "float"
|
||
|
DFITCDepthMarketDataField["AskVolume1"] = "int"
|
||
|
DFITCDepthMarketDataField["BidPrice2"] = "float"
|
||
|
DFITCDepthMarketDataField["BidVolume2"] = "int"
|
||
|
DFITCDepthMarketDataField["AskPrice2"] = "float"
|
||
|
DFITCDepthMarketDataField["AskVolume2"] = "int"
|
||
|
DFITCDepthMarketDataField["BidPrice3"] = "float"
|
||
|
DFITCDepthMarketDataField["BidVolume3"] = "int"
|
||
|
DFITCDepthMarketDataField["AskPrice3"] = "float"
|
||
|
DFITCDepthMarketDataField["AskVolume3"] = "int"
|
||
|
DFITCDepthMarketDataField["BidPrice4"] = "float"
|
||
|
DFITCDepthMarketDataField["BidVolume4"] = "int"
|
||
|
DFITCDepthMarketDataField["AskPrice4"] = "float"
|
||
|
DFITCDepthMarketDataField["AskVolume4"] = "int"
|
||
|
DFITCDepthMarketDataField["BidPrice5"] = "float"
|
||
|
DFITCDepthMarketDataField["BidVolume5"] = "int"
|
||
|
DFITCDepthMarketDataField["AskPrice5"] = "float"
|
||
|
DFITCDepthMarketDataField["AskVolume5"] = "int"
|
||
|
DFITCDepthMarketDataField["AveragePrice"] = "float"
|
||
|
DFITCDepthMarketDataField["XSpeedTime"] = "string"
|
||
|
structDict['DFITCDepthMarketDataField'] = DFITCDepthMarketDataField
|
||
|
|
||
|
|
||
|
#********************************期权扩展行情************************************
|
||
|
|
||
|
|
||
|
DFITCMarketDataFieldEx = {}
|
||
|
DFITCMarketDataFieldEx["FunctionID"] = "string"
|
||
|
DFITCMarketDataFieldEx["tradingDay"] = "string"
|
||
|
DFITCMarketDataFieldEx["UpdateTime"] = "string"
|
||
|
DFITCMarketDataFieldEx["UpdateMillisec"] = "int"
|
||
|
DFITCMarketDataFieldEx["instrumentID"] = "string"
|
||
|
DFITCMarketDataFieldEx["ExtMarketData"] = "string"
|
||
|
structDict['DFITCMarketDataFieldEx'] = DFITCMarketDataFieldEx
|
||
|
|
||
|
#********************************************************************************
|
||
|
|
||
|
|
||
|
|
||
|
DFITCCustomMarketDataField = {}
|
||
|
DFITCCustomMarketDataField["instrumentID"] = "string"
|
||
|
DFITCCustomMarketDataField["exchangeID"] = "string"
|
||
|
DFITCCustomMarketDataField["bidVolume1"] = "int"
|
||
|
DFITCCustomMarketDataField["bidPrice1"] = "float"
|
||
|
DFITCCustomMarketDataField["askVolume1"] = "int"
|
||
|
DFITCCustomMarketDataField["askPrice1"] = "float"
|
||
|
DFITCCustomMarketDataField["lastPrice"] = "float"
|
||
|
structDict['DFITCCustomMarketDataField'] = DFITCCustomMarketDataField
|
||
|
|
||
|
|
||
|
#查询持仓明细
|
||
|
DFITCPositionDetailField = {}
|
||
|
DFITCPositionDetailField["lRequestID"] = "long"
|
||
|
DFITCPositionDetailField["accountID"] = "string"
|
||
|
DFITCPositionDetailField["instrumentID"] = "string"
|
||
|
DFITCPositionDetailField["instrumentType"] = "int"
|
||
|
structDict['DFITCPositionDetailField'] = DFITCPositionDetailField
|
||
|
|
||
|
|
||
|
|
||
|
#查询持仓明细响应
|
||
|
DFITCPositionDetailRtnField = {}
|
||
|
DFITCPositionDetailRtnField["lRequestID"] = "long"
|
||
|
DFITCPositionDetailRtnField["accountID"] = "string"
|
||
|
DFITCPositionDetailRtnField["exchangeID"] = "string"
|
||
|
DFITCPositionDetailRtnField["instrumentID"] = "string"
|
||
|
DFITCPositionDetailRtnField["buySellType"] = "short"
|
||
|
DFITCPositionDetailRtnField["openPrice"] = "float"
|
||
|
DFITCPositionDetailRtnField["volume"] = "long"
|
||
|
DFITCPositionDetailRtnField["matchID"] = "string"
|
||
|
DFITCPositionDetailRtnField["matchedDate"] = "string"
|
||
|
DFITCPositionDetailRtnField["datePositionProfitLoss"] = "float"
|
||
|
DFITCPositionDetailRtnField["dateCloseProfitLoss"] = "float"
|
||
|
DFITCPositionDetailRtnField["floatProfitLoss"] = "float"
|
||
|
DFITCPositionDetailRtnField["dMargin"] = "float"
|
||
|
DFITCPositionDetailRtnField["speculator"] = "int"
|
||
|
DFITCPositionDetailRtnField["clientID"] = "string"
|
||
|
DFITCPositionDetailRtnField["preSettlementPrice"] = "float"
|
||
|
DFITCPositionDetailRtnField["instrumentType"] = "int"
|
||
|
DFITCPositionDetailRtnField["spdOrderID"] = "long"
|
||
|
DFITCPositionDetailRtnField["customCategory"] = "string"
|
||
|
DFITCPositionDetailRtnField["closeOrderVol"] = "long"
|
||
|
DFITCPositionDetailRtnField["closeMatchVol"] = "long"
|
||
|
DFITCPositionDetailRtnField["positionDateType"] = "int"
|
||
|
structDict['DFITCPositionDetailRtnField'] = DFITCPositionDetailRtnField
|
||
|
|
||
|
|
||
|
|
||
|
#用户事件通知信息
|
||
|
DFITCTradingNoticeInfoField = {}
|
||
|
DFITCTradingNoticeInfoField["accountID"] = "string"
|
||
|
DFITCTradingNoticeInfoField["SendTime"] = "string"
|
||
|
DFITCTradingNoticeInfoField["FieldContent"] = "string"
|
||
|
DFITCTradingNoticeInfoField["noticeType"] = "short"
|
||
|
structDict['DFITCTradingNoticeInfoField'] = DFITCTradingNoticeInfoField
|
||
|
|
||
|
|
||
|
|
||
|
#合约交易状态通知信息
|
||
|
DFITCInstrumentStatusField = {}
|
||
|
DFITCInstrumentStatusField["ExchangeID"] = "string"
|
||
|
DFITCInstrumentStatusField["InstrumentID"] = "string"
|
||
|
DFITCInstrumentStatusField["InstrumentStatus"] = "int"
|
||
|
DFITCInstrumentStatusField["TradingSegmentSN"] = "int"
|
||
|
DFITCInstrumentStatusField["EnterTime"] = "string"
|
||
|
DFITCInstrumentStatusField["EnterReason"] = "short"
|
||
|
structDict['DFITCInstrumentStatusField'] = DFITCInstrumentStatusField
|
||
|
|
||
|
|
||
|
|
||
|
#用户密码修改
|
||
|
DFITCResetPwdField = {}
|
||
|
DFITCResetPwdField["lRequestID"] = "long"
|
||
|
DFITCResetPwdField["accountID"] = "string"
|
||
|
DFITCResetPwdField["oldpasswd"] = "string"
|
||
|
DFITCResetPwdField["newpasswd"] = "string"
|
||
|
structDict['DFITCResetPwdField'] = DFITCResetPwdField
|
||
|
|
||
|
|
||
|
|
||
|
#用户密码修改返回信息
|
||
|
DFITCResetPwdRspField = {}
|
||
|
DFITCResetPwdRspField["lRequestID"] = "long"
|
||
|
DFITCResetPwdRspField["accountID"] = "string"
|
||
|
DFITCResetPwdRspField["execState"] = "int"
|
||
|
structDict['DFITCResetPwdRspField'] = DFITCResetPwdRspField
|
||
|
|
||
|
|
||
|
|
||
|
#账单确认
|
||
|
DFITCBillConfirmField = {}
|
||
|
DFITCBillConfirmField["lRequestID"] = "long"
|
||
|
DFITCBillConfirmField["accountID"] = "string"
|
||
|
DFITCBillConfirmField["date"] = "string"
|
||
|
DFITCBillConfirmField["confirmFlag"] = "int"
|
||
|
structDict['DFITCBillConfirmField'] = DFITCBillConfirmField
|
||
|
|
||
|
|
||
|
|
||
|
#账单确认响应
|
||
|
DFITCBillConfirmRspField = {}
|
||
|
DFITCBillConfirmRspField["lRequestID"] = "long"
|
||
|
DFITCBillConfirmRspField["accountID"] = "string"
|
||
|
DFITCBillConfirmRspField["execState"] = "int"
|
||
|
structDict['DFITCBillConfirmRspField'] = DFITCBillConfirmRspField
|
||
|
|
||
|
|
||
|
|
||
|
#交易编码查询
|
||
|
DFITCQryTradeCodeField = {}
|
||
|
DFITCQryTradeCodeField["lRequestID"] = "long"
|
||
|
DFITCQryTradeCodeField["accountID"] = "string"
|
||
|
structDict['DFITCQryTradeCodeField'] = DFITCQryTradeCodeField
|
||
|
|
||
|
|
||
|
|
||
|
#交易编码查询响应
|
||
|
DFITCQryTradeCodeRtnField = {}
|
||
|
DFITCQryTradeCodeRtnField["lRequestID"] = "long"
|
||
|
DFITCQryTradeCodeRtnField["accountID"] = "string"
|
||
|
DFITCQryTradeCodeRtnField["exchangeCode"] = "string"
|
||
|
DFITCQryTradeCodeRtnField["clientID"] = "string"
|
||
|
DFITCQryTradeCodeRtnField["clientStatus"] = "int"
|
||
|
DFITCQryTradeCodeRtnField["clientIDType"] = "int"
|
||
|
structDict['DFITCQryTradeCodeRtnField'] = DFITCQryTradeCodeRtnField
|
||
|
|
||
|
|
||
|
|
||
|
#浮盈浮亏是否计算到权益中
|
||
|
DFITCEquityComputModeRtnField = {}
|
||
|
DFITCEquityComputModeRtnField["capConMode"] = "long"
|
||
|
DFITCEquityComputModeRtnField["priceNote"] = "int"
|
||
|
structDict['DFITCEquityComputModeRtnField'] = DFITCEquityComputModeRtnField
|
||
|
|
||
|
|
||
|
|
||
|
#查询账单
|
||
|
DFITCQryBillField = {}
|
||
|
DFITCQryBillField["lRequestID"] = "long"
|
||
|
DFITCQryBillField["accountID"] = "string"
|
||
|
DFITCQryBillField["date"] = "string"
|
||
|
structDict['DFITCQryBillField'] = DFITCQryBillField
|
||
|
|
||
|
|
||
|
|
||
|
#查询账单响应
|
||
|
DFITCQryBillRtnField = {}
|
||
|
DFITCQryBillRtnField["lRequestID"] = "long"
|
||
|
DFITCQryBillRtnField["accountID"] = "string"
|
||
|
DFITCQryBillRtnField["message"] = "string"
|
||
|
structDict['DFITCQryBillRtnField'] = DFITCQryBillRtnField
|
||
|
|
||
|
|
||
|
|
||
|
#厂商ID确认请求
|
||
|
DFITCProductField = {}
|
||
|
DFITCProductField["productID"] = "string"
|
||
|
DFITCProductField["vendorID"] = "string"
|
||
|
structDict['DFITCProductField'] = DFITCProductField
|
||
|
|
||
|
|
||
|
|
||
|
#厂商ID确认响应
|
||
|
DFITCProductRtnField = {}
|
||
|
DFITCProductRtnField["productID"] = "string"
|
||
|
DFITCProductRtnField["vendorID"] = "string"
|
||
|
DFITCProductRtnField["productOnlineCount"] = "long"
|
||
|
DFITCProductRtnField["brokerInfoName"] = "string"
|
||
|
DFITCProductRtnField["frontID"] = "int"
|
||
|
structDict['DFITCProductRtnField'] = DFITCProductRtnField
|
||
|
|
||
|
|
||
|
#查询交易日请求
|
||
|
DFITCTradingDayField = {}
|
||
|
DFITCTradingDayField["lRequestID"] = "long"
|
||
|
structDict['DFITCTradingDayField'] = DFITCTradingDayField
|
||
|
|
||
|
|
||
|
|
||
|
#交易日请求响应
|
||
|
DFITCTradingDayRtnField = {}
|
||
|
DFITCTradingDayRtnField["lRequestID"] = "long"
|
||
|
DFITCTradingDayRtnField["date"] = "string"
|
||
|
structDict['DFITCTradingDayRtnField'] = DFITCTradingDayRtnField
|
||
|
|
||
|
|
||
|
|
||
|
#询价通知订阅请求
|
||
|
DFITCQuoteSubscribeField = {}
|
||
|
DFITCQuoteSubscribeField["lRequestID"] = "long"
|
||
|
DFITCQuoteSubscribeField["accountID"] = "string"
|
||
|
DFITCQuoteSubscribeField["exchangeID"] = "string"
|
||
|
structDict['DFITCQuoteSubscribeField'] = DFITCQuoteSubscribeField
|
||
|
|
||
|
|
||
|
#询价通知订阅响应
|
||
|
DFITCQuoteSubscribeRspField = {}
|
||
|
DFITCQuoteSubscribeRspField["lRequestID"] = "long"
|
||
|
DFITCQuoteSubscribeRspField["subscribeFlag"] = "int"
|
||
|
DFITCQuoteSubscribeRspField["exchangeID"] = "string"
|
||
|
structDict['DFITCQuoteSubscribeRspField'] = DFITCQuoteSubscribeRspField
|
||
|
|
||
|
|
||
|
#询价通知退订请求
|
||
|
DFITCQuoteUnSubscribeField = {}
|
||
|
DFITCQuoteUnSubscribeField["lRequestID"] = "long"
|
||
|
DFITCQuoteUnSubscribeField["accountID"] = "string"
|
||
|
DFITCQuoteUnSubscribeField["exchangeID"] = "string"
|
||
|
structDict['DFITCQuoteUnSubscribeField'] = DFITCQuoteUnSubscribeField
|
||
|
|
||
|
|
||
|
#询价通知退订响应
|
||
|
DFITCQuoteUnSubscribeRspField = {}
|
||
|
DFITCQuoteUnSubscribeRspField["lRequestID"] = "long"
|
||
|
DFITCQuoteUnSubscribeRspField["subscribeFlag"] = "int"
|
||
|
DFITCQuoteUnSubscribeRspField["exchangeID"] = "string"
|
||
|
structDict['DFITCQuoteUnSubscribeRspField'] = DFITCQuoteUnSubscribeRspField
|
||
|
|
||
|
|
||
|
#询价通知订阅回报
|
||
|
DFITCQuoteSubscribeRtnField = {}
|
||
|
DFITCQuoteSubscribeRtnField["quoteID"] = "string"
|
||
|
DFITCQuoteSubscribeRtnField["exchangeID"] = "string"
|
||
|
DFITCQuoteSubscribeRtnField["instrumentID"] = "string"
|
||
|
DFITCQuoteSubscribeRtnField["source"] = "short"
|
||
|
DFITCQuoteSubscribeRtnField["quoteTime"] = "string"
|
||
|
structDict['DFITCQuoteSubscribeRtnField'] = DFITCQuoteSubscribeRtnField
|
||
|
|
||
|
|
||
|
#询价通知查询请求
|
||
|
DFITCQryQuoteNoticeField = {}
|
||
|
DFITCQryQuoteNoticeField["accountID"] = "string"
|
||
|
DFITCQryQuoteNoticeField["lRequestID"] = "long"
|
||
|
DFITCQryQuoteNoticeField["exchangeID"] = "string"
|
||
|
DFITCQryQuoteNoticeField["instrumentID"] = "string"
|
||
|
structDict['DFITCQryQuoteNoticeField'] = DFITCQryQuoteNoticeField
|
||
|
|
||
|
|
||
|
#询价通知查询响应
|
||
|
DFITCQryQuoteNoticeRtnField = {}
|
||
|
DFITCQryQuoteNoticeRtnField["lRequestID"] = "long"
|
||
|
DFITCQryQuoteNoticeRtnField["quoteID"] = "string"
|
||
|
DFITCQryQuoteNoticeRtnField["exchangeID"] = "string"
|
||
|
DFITCQryQuoteNoticeRtnField["instrumentID"] = "string"
|
||
|
DFITCQryQuoteNoticeRtnField["source"] = "short"
|
||
|
DFITCQryQuoteNoticeRtnField["quoteTime"] = "string"
|
||
|
structDict['DFITCQryQuoteNoticeRtnField'] = DFITCQryQuoteNoticeRtnField
|
||
|
|
||
|
|
||
|
#做市商报单请求
|
||
|
DFITCQuoteInsertField = {}
|
||
|
DFITCQuoteInsertField["accountID"] = "string"
|
||
|
DFITCQuoteInsertField["lRequestID"] = "long"
|
||
|
DFITCQuoteInsertField["localOrderID"] = "long"
|
||
|
DFITCQuoteInsertField["insertType"] = "int"
|
||
|
DFITCQuoteInsertField["instrumentID"] = "string"
|
||
|
DFITCQuoteInsertField["quoteID"] = "string"
|
||
|
DFITCQuoteInsertField["instrumentType"] = "int"
|
||
|
DFITCQuoteInsertField["bOrderAmount"] = "long"
|
||
|
DFITCQuoteInsertField["sOrderAmount"] = "long"
|
||
|
DFITCQuoteInsertField["bInsertPrice"] = "float"
|
||
|
DFITCQuoteInsertField["sInsertPrice"] = "float"
|
||
|
DFITCQuoteInsertField["bOpenCloseType"] = "int"
|
||
|
DFITCQuoteInsertField["sOpenCloseType"] = "int"
|
||
|
DFITCQuoteInsertField["bSpeculator"] = "int"
|
||
|
DFITCQuoteInsertField["sSpeculator"] = "int"
|
||
|
DFITCQuoteInsertField["stayTime"] = "int"
|
||
|
DFITCQuoteInsertField["customCategory"] = "string"
|
||
|
structDict['DFITCQuoteInsertField'] = DFITCQuoteInsertField
|
||
|
|
||
|
|
||
|
|
||
|
|
||
|
#做市商报单响应
|
||
|
DFITCQuoteRspField = {}
|
||
|
DFITCQuoteRspField["localOrderID"] = "long"
|
||
|
DFITCQuoteRspField["spdOrderID"] = "long"
|
||
|
DFITCQuoteRspField["lRequestID"] = "long"
|
||
|
DFITCQuoteRspField["fee"] = "float"
|
||
|
DFITCQuoteRspField["margin"] = "float"
|
||
|
DFITCQuoteRspField["orderTime"] = "string"
|
||
|
DFITCQuoteRspField["orderStatus"] = "short"
|
||
|
DFITCQuoteRspField["customCategory"] = "string"
|
||
|
DFITCQuoteRspField["instrumentID"] = "string"
|
||
|
DFITCQuoteRspField["accountID"] = "string"
|
||
|
DFITCQuoteRspField["quoteID"] = "string"
|
||
|
DFITCQuoteRspField["sessionID"] = "long"
|
||
|
DFITCQuoteRspField["clientID"] = "string"
|
||
|
structDict['DFITCQuoteRspField'] = DFITCQuoteRspField
|
||
|
|
||
|
|
||
|
|
||
|
#做市商报单回报
|
||
|
DFITCQuoteRtnField = {}
|
||
|
DFITCQuoteRtnField["exchangeID"] = "string"
|
||
|
DFITCQuoteRtnField["clientID"] = "string"
|
||
|
DFITCQuoteRtnField["orderSysID"] = "string"
|
||
|
DFITCQuoteRtnField["instrumentID"] = "string"
|
||
|
DFITCQuoteRtnField["localOrderID"] = "long"
|
||
|
DFITCQuoteRtnField["seatCode"] = "string"
|
||
|
DFITCQuoteRtnField["bOpenCloseType"] = "int"
|
||
|
DFITCQuoteRtnField["sOpenCloseType"] = "int"
|
||
|
DFITCQuoteRtnField["speculator"] = "int"
|
||
|
DFITCQuoteRtnField["bOrderAmount"] = "long"
|
||
|
DFITCQuoteRtnField["sOrderAmount"] = "long"
|
||
|
DFITCQuoteRtnField["bInsertPrice"] = "float"
|
||
|
DFITCQuoteRtnField["sInsertPrice"] = "float"
|
||
|
DFITCQuoteRtnField["spdOrderID"] = "long"
|
||
|
DFITCQuoteRtnField["accountID"] = "string"
|
||
|
DFITCQuoteRtnField["instrumentType"] = "int"
|
||
|
DFITCQuoteRtnField["suspendTime"] = "string"
|
||
|
DFITCQuoteRtnField["entrusTeller"] = "string"
|
||
|
DFITCQuoteRtnField["orderStatus"] = "short"
|
||
|
DFITCQuoteRtnField["sessionID"] = "long"
|
||
|
DFITCQuoteRtnField["quoteID"] = "string"
|
||
|
DFITCQuoteRtnField["errorMsg"] = "string"
|
||
|
DFITCQuoteRtnField["customCategory"] = "string"
|
||
|
structDict['DFITCQuoteRtnField'] = DFITCQuoteRtnField
|
||
|
|
||
|
|
||
|
|
||
|
|
||
|
#做市商撤单回报
|
||
|
DFITCQuoteCanceledRtnField = {}
|
||
|
DFITCQuoteCanceledRtnField["exchangeID"] = "string"
|
||
|
DFITCQuoteCanceledRtnField["clientID"] = "string"
|
||
|
DFITCQuoteCanceledRtnField["orderSysID"] = "string"
|
||
|
DFITCQuoteCanceledRtnField["instrumentID"] = "string"
|
||
|
DFITCQuoteCanceledRtnField["localOrderID"] = "long"
|
||
|
DFITCQuoteCanceledRtnField["seatCode"] = "string"
|
||
|
DFITCQuoteCanceledRtnField["bOpenCloseType"] = "int"
|
||
|
DFITCQuoteCanceledRtnField["sOpenCloseType"] = "int"
|
||
|
DFITCQuoteCanceledRtnField["speculator"] = "int"
|
||
|
DFITCQuoteCanceledRtnField["spdOrderID"] = "long"
|
||
|
DFITCQuoteCanceledRtnField["accountID"] = "string"
|
||
|
DFITCQuoteCanceledRtnField["entrusTeller"] = "string"
|
||
|
DFITCQuoteCanceledRtnField["orderStatus"] = "short"
|
||
|
DFITCQuoteCanceledRtnField["cancelAmount"] = "long"
|
||
|
DFITCQuoteCanceledRtnField["fee"] = "float"
|
||
|
DFITCQuoteCanceledRtnField["margin"] = "float"
|
||
|
DFITCQuoteCanceledRtnField["sessionID"] = "long"
|
||
|
DFITCQuoteCanceledRtnField["buySellType"] = "short"
|
||
|
DFITCQuoteCanceledRtnField["quoteID"] = "string"
|
||
|
DFITCQuoteCanceledRtnField["canceledTime"] = "string"
|
||
|
DFITCQuoteCanceledRtnField["customCategory"] = "string"
|
||
|
structDict['DFITCQuoteCanceledRtnField'] = DFITCQuoteCanceledRtnField
|
||
|
|
||
|
|
||
|
|
||
|
|
||
|
#做市商成交回报
|
||
|
DFITCQuoteMatchRtnField = {}
|
||
|
DFITCQuoteMatchRtnField["exchangeID"] = "string"
|
||
|
DFITCQuoteMatchRtnField["clientID"] = "string"
|
||
|
DFITCQuoteMatchRtnField["instrumentID"] = "string"
|
||
|
DFITCQuoteMatchRtnField["seatCode"] = "string"
|
||
|
DFITCQuoteMatchRtnField["localOrderID"] = "long"
|
||
|
DFITCQuoteMatchRtnField["openCloseType"] = "int"
|
||
|
DFITCQuoteMatchRtnField["speculator"] = "int"
|
||
|
DFITCQuoteMatchRtnField["spdOrderID"] = "long"
|
||
|
DFITCQuoteMatchRtnField["OrderSysID"] = "string"
|
||
|
DFITCQuoteMatchRtnField["matchID"] = "string"
|
||
|
DFITCQuoteMatchRtnField["matchedAmount"] = "long"
|
||
|
DFITCQuoteMatchRtnField["matchedPrice"] = "float"
|
||
|
DFITCQuoteMatchRtnField["accountID"] = "string"
|
||
|
DFITCQuoteMatchRtnField["turnover"] = "float"
|
||
|
DFITCQuoteMatchRtnField["entrusTeller"] = "string"
|
||
|
DFITCQuoteMatchRtnField["matchedTime"] = "string"
|
||
|
DFITCQuoteMatchRtnField["fee"] = "float"
|
||
|
DFITCQuoteMatchRtnField["insertPrice"] = "float"
|
||
|
DFITCQuoteMatchRtnField["orderAmount"] = "long"
|
||
|
DFITCQuoteMatchRtnField["orderStatus"] = "short"
|
||
|
DFITCQuoteMatchRtnField["margin"] = "float"
|
||
|
DFITCQuoteMatchRtnField["buySellType"] = "short"
|
||
|
DFITCQuoteMatchRtnField["closeTodayAmount"] = "long"
|
||
|
DFITCQuoteMatchRtnField["closePrice"] = "float"
|
||
|
DFITCQuoteMatchRtnField["closeTodayPrice"] = "float"
|
||
|
DFITCQuoteMatchRtnField["adjustmentInfo"] = "string"
|
||
|
DFITCQuoteMatchRtnField["frozenCapita"] = "float"
|
||
|
DFITCQuoteMatchRtnField["dateCloseProfitLoss"] = "float"
|
||
|
DFITCQuoteMatchRtnField["instrumentType"] = "int"
|
||
|
DFITCQuoteMatchRtnField["sessionID"] = "long"
|
||
|
DFITCQuoteMatchRtnField["largeMarginDirect"] = "string"
|
||
|
DFITCQuoteMatchRtnField["quoteID"] = "string"
|
||
|
DFITCQuoteMatchRtnField["customCategory"] = "string"
|
||
|
structDict['DFITCQuoteMatchRtnField'] = DFITCQuoteMatchRtnField
|
||
|
|
||
|
|
||
|
|
||
|
#批量撤单请求
|
||
|
DFITCCancelAllOrderField = {}
|
||
|
DFITCCancelAllOrderField["lRequestID"] = "long"
|
||
|
DFITCCancelAllOrderField["accountID"] = "string"
|
||
|
DFITCCancelAllOrderField["exchangeID"] = "string"
|
||
|
structDict['DFITCCancelAllOrderField'] = DFITCCancelAllOrderField
|
||
|
|
||
|
|
||
|
#批量撤单响应
|
||
|
DFITCCancelAllOrderRspField = {}
|
||
|
DFITCCancelAllOrderRspField["lRequestID"] = "long"
|
||
|
DFITCCancelAllOrderRspField["accountID"] = "string"
|
||
|
DFITCCancelAllOrderRspField["orderStatus"] = "short"
|
||
|
structDict['DFITCCancelAllOrderRspField'] = DFITCCancelAllOrderRspField
|
||
|
|
||
|
|
||
|
#询价请求
|
||
|
DFITCForQuoteField = {}
|
||
|
DFITCForQuoteField["lRequestID"] = "long"
|
||
|
DFITCForQuoteField["accountID"] = "string"
|
||
|
DFITCForQuoteField["instrumentID"] = "string"
|
||
|
structDict['DFITCForQuoteField'] = DFITCForQuoteField
|
||
|
|
||
|
|
||
|
#询价请求响应
|
||
|
DFITCForQuoteRspField = {}
|
||
|
DFITCForQuoteRspField["lRequestID"] = "long"
|
||
|
DFITCForQuoteRspField["spdOrderID"] = "long"
|
||
|
DFITCForQuoteRspField["commTime"] = "string"
|
||
|
structDict['DFITCForQuoteRspField'] = DFITCForQuoteRspField
|
||
|
|
||
|
|
||
|
#询价回报
|
||
|
DFITCForQuoteRtnField = {}
|
||
|
DFITCForQuoteRtnField["spdOrderID"] = "long"
|
||
|
DFITCForQuoteRtnField["sessionID"] = "long"
|
||
|
DFITCForQuoteRtnField["instrumentID"] = "string"
|
||
|
DFITCForQuoteRtnField["exchangeID"] = "string"
|
||
|
DFITCForQuoteRtnField["accountID"] = "string"
|
||
|
DFITCForQuoteRtnField["orderStatus"] = "short"
|
||
|
structDict['DFITCForQuoteRtnField'] = DFITCForQuoteRtnField
|
||
|
|
||
|
|
||
|
#做市商报价委托查询
|
||
|
DFITCQuoteOrderField = {}
|
||
|
DFITCQuoteOrderField["lRequestID"] = "long"
|
||
|
DFITCQuoteOrderField["exchangeID"] = "string"
|
||
|
DFITCQuoteOrderField["accountID"] = "string"
|
||
|
DFITCQuoteOrderField["instrumentID"] = "string"
|
||
|
DFITCQuoteOrderField["localOrderID"] = "long"
|
||
|
DFITCQuoteOrderField["spdOrderID"] = "long"
|
||
|
DFITCQuoteOrderField["orderStatus"] = "short"
|
||
|
structDict['DFITCQuoteOrderField'] = DFITCQuoteOrderField
|
||
|
|
||
|
|
||
|
#做市商报价查询响应
|
||
|
DFITCQuoteOrderRtnField = {}
|
||
|
DFITCQuoteOrderRtnField["lRequestID"] = "long"
|
||
|
DFITCQuoteOrderRtnField["spdOrderID"] = "long"
|
||
|
DFITCQuoteOrderRtnField["orderStatus"] = "short"
|
||
|
DFITCQuoteOrderRtnField["instrumentID"] = "string"
|
||
|
DFITCQuoteOrderRtnField["margin"] = "float"
|
||
|
DFITCQuoteOrderRtnField["fee"] = "float"
|
||
|
DFITCQuoteOrderRtnField["localOrderID"] = "long"
|
||
|
DFITCQuoteOrderRtnField["accountID"] = "string"
|
||
|
DFITCQuoteOrderRtnField["commTime"] = "string"
|
||
|
DFITCQuoteOrderRtnField["submitTime"] = "string"
|
||
|
DFITCQuoteOrderRtnField["exchangeID"] = "string"
|
||
|
DFITCQuoteOrderRtnField["bOrderAmount"] = "long"
|
||
|
DFITCQuoteOrderRtnField["bMatchedAmount"] = "long"
|
||
|
DFITCQuoteOrderRtnField["bCancelAmount"] = "long"
|
||
|
DFITCQuoteOrderRtnField["bInsertPrice"] = "float"
|
||
|
DFITCQuoteOrderRtnField["bMatchedPrice"] = "float"
|
||
|
DFITCQuoteOrderRtnField["bOpenCloseType"] = "int"
|
||
|
DFITCQuoteOrderRtnField["sOrderAmount"] = "long"
|
||
|
DFITCQuoteOrderRtnField["sMatchedAmount"] = "long"
|
||
|
DFITCQuoteOrderRtnField["sCancelAmount"] = "long"
|
||
|
DFITCQuoteOrderRtnField["sInsertPrice"] = "float"
|
||
|
DFITCQuoteOrderRtnField["sMatchedPrice"] = "float"
|
||
|
DFITCQuoteOrderRtnField["sOpenCloseType"] = "int"
|
||
|
DFITCQuoteOrderRtnField["operStation"] = "string"
|
||
|
DFITCQuoteOrderRtnField["sessionID"] = "long"
|
||
|
DFITCQuoteOrderRtnField["quoteID"] = "string"
|
||
|
DFITCQuoteOrderRtnField["customCategory"] = "string"
|
||
|
structDict['DFITCQuoteOrderRtnField'] = DFITCQuoteOrderRtnField
|
||
|
|
||
|
|
||
|
#查询转账银行
|
||
|
DFITCQryTransferBankField = {}
|
||
|
DFITCQryTransferBankField["accountID"] = "string"
|
||
|
DFITCQryTransferBankField["bankID"] = "string"
|
||
|
DFITCQryTransferBankField["lRequestID"] = "long"
|
||
|
structDict['DFITCQryTransferBankField'] = DFITCQryTransferBankField
|
||
|
|
||
|
|
||
|
#转帐银行响应
|
||
|
DFITCTransferBankRspField = {}
|
||
|
DFITCTransferBankRspField["accountID"] = "string"
|
||
|
DFITCTransferBankRspField["bankID"] = "string"
|
||
|
DFITCTransferBankRspField["bankAccount"] = "string"
|
||
|
DFITCTransferBankRspField["currency"] = "string"
|
||
|
DFITCTransferBankRspField["registDate"] = "string"
|
||
|
DFITCTransferBankRspField["lRequestID"] = "long"
|
||
|
structDict['DFITCTransferBankRspField'] = DFITCTransferBankRspField
|
||
|
|
||
|
|
||
|
#查询转账流水
|
||
|
DFITCQryTransferSerialField = {}
|
||
|
DFITCQryTransferSerialField["accountID"] = "string"
|
||
|
DFITCQryTransferSerialField["bankID"] = "string"
|
||
|
DFITCQryTransferSerialField["bankAccount"] = "string"
|
||
|
DFITCQryTransferSerialField["lRequestID"] = "long"
|
||
|
structDict['DFITCQryTransferSerialField'] = DFITCQryTransferSerialField
|
||
|
|
||
|
|
||
|
#转账流水响应
|
||
|
DFITCTransferSerialRspField = {}
|
||
|
DFITCTransferSerialRspField["accountID"] = "string"
|
||
|
DFITCTransferSerialRspField["bankID"] = "string"
|
||
|
DFITCTransferSerialRspField["bankAccount"] = "string"
|
||
|
DFITCTransferSerialRspField["currency"] = "string"
|
||
|
DFITCTransferSerialRspField["applyNum"] = "int"
|
||
|
DFITCTransferSerialRspField["type"] = "int"
|
||
|
DFITCTransferSerialRspField["tradeAmount"] = "float"
|
||
|
DFITCTransferSerialRspField["curFutAccountFund"] = "float"
|
||
|
DFITCTransferSerialRspField["bankSerialNum"] = "int"
|
||
|
DFITCTransferSerialRspField["reqTransferTime"] = "string"
|
||
|
DFITCTransferSerialRspField["dealTransferTime"] = "string"
|
||
|
DFITCTransferSerialRspField["procResult"] = "int"
|
||
|
DFITCTransferSerialRspField["lRequestID"] = "long"
|
||
|
structDict['DFITCTransferSerialRspField'] = DFITCTransferSerialRspField
|
||
|
|
||
|
|
||
|
#资金转账请求信息
|
||
|
DFITCReqTransferField = {}
|
||
|
DFITCReqTransferField["bankID"] = "string"
|
||
|
DFITCReqTransferField["bankAccount"] = "string"
|
||
|
DFITCReqTransferField["bankPassword"] = "string"
|
||
|
DFITCReqTransferField["accountID"] = "string"
|
||
|
DFITCReqTransferField["password"] = "string"
|
||
|
DFITCReqTransferField["currency"] = "string"
|
||
|
DFITCReqTransferField["tradeAmount"] = "float"
|
||
|
DFITCReqTransferField["lRequestID"] = "long"
|
||
|
structDict['DFITCReqTransferField'] = DFITCReqTransferField
|
||
|
|
||
|
|
||
|
#资金转账响应信息
|
||
|
DFITCTransferRspField = {}
|
||
|
DFITCTransferRspField["bankID"] = "string"
|
||
|
DFITCTransferRspField["bankAccount"] = "string"
|
||
|
DFITCTransferRspField["accountID"] = "string"
|
||
|
DFITCTransferRspField["tradeAmount"] = "float"
|
||
|
DFITCTransferRspField["applyNumber"] = "int"
|
||
|
DFITCTransferRspField["lRequestID"] = "long"
|
||
|
structDict['DFITCTransferRspField'] = DFITCTransferRspField
|
||
|
|
||
|
|
||
|
#资金转账通知信息
|
||
|
DFITCTransferRtnField = {}
|
||
|
DFITCTransferRtnField["accountID"] = "string"
|
||
|
DFITCTransferRtnField["bankID"] = "string"
|
||
|
DFITCTransferRtnField["bankAccount"] = "string"
|
||
|
DFITCTransferRtnField["type"] = "int"
|
||
|
DFITCTransferRtnField["tradeAmount"] = "float"
|
||
|
DFITCTransferRtnField["bankSerialNum"] = "int"
|
||
|
DFITCTransferRtnField["applyNumber"] = "int"
|
||
|
DFITCTransferRtnField["sessionID"] = "long"
|
||
|
structDict['DFITCTransferRtnField'] = DFITCTransferRtnField
|
||
|
|
||
|
|
||
|
#银行或主席发起出金冲正通知
|
||
|
DFITCRepealRtnField = {}
|
||
|
DFITCRepealRtnField["accountID"] = "string"
|
||
|
DFITCRepealRtnField["bankID"] = "string"
|
||
|
DFITCRepealRtnField["bankAccount"] = "string"
|
||
|
DFITCRepealRtnField["type"] = "int"
|
||
|
DFITCRepealRtnField["tradeAmount"] = "float"
|
||
|
DFITCRepealRtnField["bankSerialNum"] = "int"
|
||
|
DFITCRepealRtnField["repealSerial"] = "int"
|
||
|
structDict['DFITCRepealRtnField'] = DFITCRepealRtnField
|
||
|
|
||
|
|
||
|
#交易状态查询请求
|
||
|
DFITCQryExchangeStatusField = {}
|
||
|
DFITCQryExchangeStatusField["lRequestID"] = "long"
|
||
|
DFITCQryExchangeStatusField["exchangeID"] = "string"
|
||
|
structDict['DFITCQryExchangeStatusField'] = DFITCQryExchangeStatusField
|
||
|
|
||
|
|
||
|
#交易所状态查询响应
|
||
|
DFITCExchangeStatusRspField = {}
|
||
|
DFITCExchangeStatusRspField["lRequestID"] = "long"
|
||
|
DFITCExchangeStatusRspField["exchangeStatus"] = "int"
|
||
|
DFITCExchangeStatusRspField["exchangeID"] = "string"
|
||
|
structDict['DFITCExchangeStatusRspField'] = DFITCExchangeStatusRspField
|
||
|
|
||
|
|
||
|
#交易所状态通知
|
||
|
DFITCExchangeStatusRtnField = {}
|
||
|
DFITCExchangeStatusRtnField["exchangeID"] = "string"
|
||
|
DFITCExchangeStatusRtnField["instrumentID"] = "string"
|
||
|
DFITCExchangeStatusRtnField["exchangeStatus"] = "int"
|
||
|
structDict['DFITCExchangeStatusRtnField'] = DFITCExchangeStatusRtnField
|
||
|
|
||
|
|
||
|
#行情查询请求
|
||
|
DFITCQryDepthMarketDataField = {}
|
||
|
DFITCQryDepthMarketDataField["lRequestID"] = "long"
|
||
|
DFITCQryDepthMarketDataField["instrumentID"] = "string"
|
||
|
DFITCQryDepthMarketDataField["exchangeID"] = "string"
|
||
|
structDict['DFITCQryDepthMarketDataField'] = DFITCQryDepthMarketDataField
|
||
|
|
||
|
|
||
|
#查询询价请求
|
||
|
DFITCQryForQuoteField = {}
|
||
|
DFITCQryForQuoteField["lRequestID"] = "long"
|
||
|
DFITCQryForQuoteField["accountID"] = "string"
|
||
|
DFITCQryForQuoteField["instrumentID"] = "string"
|
||
|
DFITCQryForQuoteField["exchangeID"] = "string"
|
||
|
structDict['DFITCQryForQuoteField'] = DFITCQryForQuoteField
|
||
|
|
||
|
|
||
|
#查询询价响应
|
||
|
DFITCQryForQuoteRtnField = {}
|
||
|
DFITCQryForQuoteRtnField["lRequestID"] = "long"
|
||
|
DFITCQryForQuoteRtnField["accountID"] = "string"
|
||
|
DFITCQryForQuoteRtnField["spdOrderID"] = "long"
|
||
|
DFITCQryForQuoteRtnField["instrumentID"] = "string"
|
||
|
DFITCQryForQuoteRtnField["exchangeID"] = "string"
|
||
|
DFITCQryForQuoteRtnField["SuspendTime"] = "string"
|
||
|
DFITCQryForQuoteRtnField["orderStatus"] = "short"
|
||
|
structDict['DFITCQryForQuoteRtnField'] = DFITCQryForQuoteRtnField
|
||
|
|
||
|
|
||
|
|